Jordan Ninin

Sparse Branch and Bound for Exact Optimization of L0-Norm Penalized Least Squares

We propose a global optimization approach to solve ℓ <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">0</sub> -norm penalized least-squares problems, using a dedicated branch-and-bound methodology. A specific tree search strategy is built, with branching…